Solution of a discounted semi-Markovian descision problem by successive overrelaxation

Optimization

Volumn 39, Issue 1, 1997, Pages 85-97

  Nollau, V ^a  

^a DRESDEN UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Markov renewal programming; Semi Markov decision processes

Indexed keywords

EID: 0031461758     PISSN: 02331934     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331939708844273     Document Type: Article

References (6)

1. Döge G. and Nollau, V. (1995). Semi-Markovian Decision Models with Vector-valued Reward, Optimization, 1.
2. Heyman, D.O. and Sobel, M. J. Ed. (1990). Stochastic Models, North-Holland, Amsterdam.
3. Jewell, S. W. (1963). Markov-renewal programming I, Operations Research, 11, 949-971.
4. Müller, P. H. and Nollau, V. (Hsg.) (1984). Steuerung stochastischer Prozesse, Akademie-Verlag, Berlin.
5. Nollau, V. (1980). Semi-Markovsche Prozesse, Akademie-Verlag Berlin.
6. Reetz, D. (1973). Solution of a Markovian Decision Problem by Successive Overrelaxation, Zeitschrift für Operations Research, 17, 29-32.